+62.8%
META vs KRE
+31.9%
+30.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +6.7% | +1.3% | +5.4% | +6.1% |
| 30D | +4.8% | -2.7% | +7.4% | +6.1% |
| 3M | -1.6% | +8.2% | -9.8% | -5.1% |
| 6M | -7.5% | +12.8% | -20.3% | -12.6% |
| YTD | -6.4% | +17.5% | -23.9% | -13.4% |
| 1Y | -17.3% | +16.6% | -33.9% | -23.6% |
| 3Y | +109.9% | +79.5% | +30.5% | +50.6% |
| All | +62.8% | +31.9% | +30.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling